Is streaming market data including market depth available in Multicharts via an API? - EasyLanguage Programming | futures io social day trading
futures io futures trading


Is streaming market data including market depth available in Multicharts via an API?
Updated: Views / Replies:3,471 / 11
Created: by HFF Trader Attachments:0

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 100,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 
Thread Tools Search this Thread
 

Is streaming market data including market depth available in Multicharts via an API?

  #1 (permalink)
 Vendor: highfrequencyfootprint.com 
Minneapolis Minnesota
 
Futures Experience: Advanced
Platform: NinjaTrader,Sierra Chart
Broker/Data: IQFeed
Favorite Futures: CL
 
Posts: 14 since Apr 2014
Thanks: 8 given, 3 received

Is streaming market data including market depth available in Multicharts via an API?

I have done some research but wasn't able to fully answer if there is a programmatic way to access live streaming data in Multicharts via EasyLanguage or whatever other language API they have. By live streaming data I mean event based updates to best bid/ask (bid size/ask size) and also market depth. I.e., I am not looking to call a method to get the current best bid/ask etc. but rather receive it via some API raising an event on all such updates. Will appreciate any concrete pointers.

Reply With Quote
 
  #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.

 
  #3 (permalink)
 Vendor: www.abctradinggroup.com 
Hamburg Germany
 
Futures Experience: Advanced
Platform: Multicharts, Tradestation
Broker/Data: DTN IQ
Favorite Futures: ES
 
Posts: 1,775 since Apr 2013
Thanks: 283 given, 1,061 received


HFF Trader,

as far as I am aware you can only receive snapshots at user set time intervals.

Regards,
ABCTG

Reply With Quote
The following user says Thank You to ABCTG for this post:
 
  #4 (permalink)
 Vendor: highfrequencyfootprint.com 
Minneapolis Minnesota
 
Futures Experience: Advanced
Platform: NinjaTrader,Sierra Chart
Broker/Data: IQFeed
Favorite Futures: CL
 
Posts: 14 since Apr 2014
Thanks: 8 given, 3 received

Thanks for the response, that is my impression so far. Their support desk answered with 'it should be possible' and passing some links that contained documentation of PowerLanguage... Still I am not giving up just yet.

Reply With Quote
 
  #5 (permalink)
 Vendor: www.abctradinggroup.com 
Hamburg Germany
 
Futures Experience: Advanced
Platform: Multicharts, Tradestation
Broker/Data: DTN IQ
Favorite Futures: ES
 
Posts: 1,775 since Apr 2013
Thanks: 283 given, 1,061 received

HFF Trader,

you are welcome. What links did they give you?

Regards,
ABCTG

Reply With Quote
 
  #6 (permalink)
 Vendor: highfrequencyfootprint.com 
Minneapolis Minnesota
 
Futures Experience: Advanced
Platform: NinjaTrader,Sierra Chart
Broker/Data: IQFeed
Favorite Futures: CL
 
Posts: 14 since Apr 2014
Thanks: 8 given, 3 received

Hi,

this is a quote from them:

"Yes, indicators and strategies from both MC and MC .Net are able to access L1 and L2 data. You can find more info here - http://www.multicharts.com/trading-software/index.php/Main_Page"

However, it doesn't claim you can access them via events, not just as a method call. Anyone doing serious order flow analysis needs event based approach, someone here has to know whether this is/is not possible to do in that platform.

Reply With Quote
 
  #7 (permalink)
 Vendor: www.abctradinggroup.com 
Hamburg Germany
 
Futures Experience: Advanced
Platform: Multicharts, Tradestation
Broker/Data: DTN IQ
Favorite Futures: ES
 
Posts: 1,775 since Apr 2013
Thanks: 283 given, 1,061 received

HFF Trader,

it doesn't claim that because it is not possible. Another limitation is that you are currently only able to access L2 data with broker feeds.
Regarding the event driven approach, one question that arises right away is how good the quality of the data feed is. Even if you receive updates of every event, from my experience you are still missing data compared to the direct exchange feed.

Regards,
ABCTG


HFF Trader View Post
Hi,

this is a quote from them:

"Yes, indicators and strategies from both MC and MC .Net are able to access L1 and L2 data. You can find more info here - http://www.multicharts.com/trading-software/index.php/Main_Page"

However, it doesn't claim you can access them via events, not just as a method call. Anyone doing serious order flow analysis needs event based approach, someone here has to know whether this is/is not possible to do in that platform.


Reply With Quote
The following user says Thank You to ABCTG for this post:
 
  #8 (permalink)
 Vendor: highfrequencyfootprint.com 
Minneapolis Minnesota
 
Futures Experience: Advanced
Platform: NinjaTrader,Sierra Chart
Broker/Data: IQFeed
Favorite Futures: CL
 
Posts: 14 since Apr 2014
Thanks: 8 given, 3 received

Thank you for letting me know. Although I agree with your remarks about the quality of feed, that approach allows at least theoretically to get complete data. Yes, it depends on how the data feed provider is able to handle and pass on the traffic to the user... IQFeed is doing fine in that regard but many feeds don't (even purposefully).

Reply With Quote
 
  #9 (permalink)
 Vendor: highfrequencyfootprint.com 
Minneapolis Minnesota
 
Futures Experience: Advanced
Platform: NinjaTrader,Sierra Chart
Broker/Data: IQFeed
Favorite Futures: CL
 
Posts: 14 since Apr 2014
Thanks: 8 given, 3 received

I am still a little puzzled that this is not possible but it seems to be the case. That means no serious order flow third party software is capable of properly interfacing with Multicharts?. Is that the case with Tradestation too?

Reply With Quote
 
  #10 (permalink)
 Vendor: www.abctradinggroup.com 
Hamburg Germany
 
Futures Experience: Advanced
Platform: Multicharts, Tradestation
Broker/Data: DTN IQ
Favorite Futures: ES
 
Posts: 1,775 since Apr 2013
Thanks: 283 given, 1,061 received


HFF Trader,

you should create an entry in the MC project management so others can vote and raise the likelihood of an implementation.

Tradestation has the MarketDepthProvider class that provides realtime updates and no snapshots.

Regards,
ABCTG


HFF Trader View Post
I am still a little puzzled that this is not possible but it seems to be the case. That means no serious order flow third party software is capable of properly interfacing with Multicharts?. Is that the case with Tradestation too?


Reply With Quote
The following user says Thank You to ABCTG for this post:

Reply



futures io > > > > > Is streaming market data including market depth available in Multicharts via an API?




Upcoming Webinars and Events (4:30PM ET unless noted)

September Journal Challenge (sponsored by TopstepTrader)

September

Free Elite Membership: Twitter Tuesday and Facebook Friday!

Tue & Fri
 

Trading with Python: Using Machine Learning w/Ran Aroussi [12:30PM ET]

Elite only

TopstepTrader (TBD)

Sep 25

RandBots (TBD)

Sep 27

Anthony Drager (TBD)

Oct 4
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
MC and Market Depth 9baller MultiCharts 1 January 2nd, 2014 11:54 AM
A depth of market question, regarding filling? tinus The Elite Circle 5 July 10th, 2013 01:36 PM
Market Depth FGBL07 IB Trader Workstation 2 April 15th, 2013 04:28 PM
Custom Bar Type using Market Data and/or Market Depth Xav1029 NinjaTrader Programming 5 February 17th, 2013 11:53 AM
Depth of Market and Accumulated Volume Cudashark ThinkOrSwim Programming 5 December 18th, 2011 05:20 PM


All times are GMT -4. The time now is 02:19 PM. (this page content is cached, log in for real-time version)

Copyright © 2018 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2018-09-15 in 0.16 seconds with 14 queries on phoenix